BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,208
COMMITMENTS
      60        0        0    3,247    4,022    3,307    4,022      901      186

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       22        6       22        6        1       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     77.2     95.6     78.6     95.6     21.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15        8       16        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,945
COMMITMENTS
     339    8,806      420   24,702   14,126   25,461   23,352    3,484    5,593

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        702)
     -77      421      208      491      -36      622      593       80      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     30.4      1.5     85.3     48.8     88.0     80.7     12.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2       22        7       30       23       38       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      190,566
COMMITMENTS
  45,631   30,251   31,882   91,507   98,650  169,020  160,783   21,546   29,783

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      8,415)
   1,341      470    3,903    2,513    1,759    7,757    6,132      658    2,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     15.9     16.7     48.0     51.8     88.7     84.4     11.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      85       61       84       50       62      182      171
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,193
COMMITMENTS
 115,564   57,944   47,779  130,154  155,538  293,497  261,261   29,696   61,932

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -1,961)
   2,074    4,511   -5,032   -2,616   -2,965   -5,574   -3,486    3,613    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     17.9     14.8     40.3     48.1     90.8     80.8      9.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     105       74       97       73      162      230      292
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,442
COMMITMENTS
   3,510    3,343    1,178    2,721    3,223    7,409    7,744    2,033    1,698

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         81)
      52      589     -153        6     -235      -95      201      176     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     35.4     12.5     28.8     34.1     78.5     82.0     21.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       27       13       16       20       44       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,085
COMMITMENTS
  13,879    6,942    2,850   11,322    7,852   28,051   17,644    7,034   17,441

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,600)
    -276      352      455      813      738      992    1,545      608       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     19.8      8.1     32.3     22.4     80.0     50.3     20.0     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      34       26       18       36       48       81       83
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,135
COMMITMENTS
   4,071    1,414      602   17,809   24,951   22,482   26,967    4,653      168

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -4,147)
     372      432     -119   -3,423   -1,616   -3,170   -1,303     -977   -2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      5.2      2.2     65.6     92.0     82.9     99.4     17.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        1       13        9       19       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       86,397
COMMITMENTS
  38,499   12,146       15   13,163   60,779   51,677   72,940   34,720   13,457

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -41,522)
   1,039    2,040   -7,543  -34,461  -34,514  -40,965  -40,017     -557   -1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     14.1      0.0     15.2     70.3     59.8     84.4     40.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25       11        2       13       20       39       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,561
COMMITMENTS
   9,620   19,885        2   27,203    9,470   36,825   29,357    6,736   14,204

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -531)
     768   -5,443        1     -589    5,138      180     -304     -711     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     45.6      0.0     62.4     21.7     84.5     67.4     15.5     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       12        1        9       11       21       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       60,656
COMMITMENTS
  40,797    5,158       31   14,216   54,414   55,044   59,603    5,612    1,053

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      7,980)
   7,383       41        3       65    8,169    7,451    8,213      529     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3      8.5      0.1     23.4     89.7     90.7     98.3      9.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      31       14        1       12       20       43       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      125,471
COMMITMENTS
  15,921   62,267      497   93,645   31,529  110,063   94,293   15,408   31,178

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      6,170)
   2,840    1,052        6    2,079    6,477    4,925    7,535    1,245   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     49.6      0.4     74.6     25.1     87.7     75.2     12.3     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       41        3       14       24       34       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       91,415
COMMITMENTS
  29,257   25,627      483   43,517   39,436   73,257   65,546   18,158   25,869

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      9,198)
   5,953   -1,357      483       50   12,554    6,486   11,680    2,712   -2,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     28.0      0.5     47.6     43.1     80.1     71.7     19.9     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       27        1       19       26       41       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      224,050
COMMITMENTS
  41,013  111,987      764  139,417   58,197  181,194  170,948   42,856   53,102

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -3,582)
  -8,513      101   -1,091    5,812     -417   -3,792   -1,407      210   -2,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     50.0      0.3     62.2     26.0     80.9     76.3     19.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      40       57       11       37       38       82      101
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,476
COMMITMENTS
   6,721    5,899        0    1,194    3,272    7,915    9,171    2,561    1,305

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,387)
   2,392     -559        0   -1,661    2,011      731    1,452      656      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     56.3      0.0     11.4     31.2     75.6     87.5     24.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        8        0        4        8       12       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,068,312
COMMITMENTS
 967,983  416,931  724,526  4594096  5015500  6286605  6156957  781,707  911,355

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    145,596)
  85,478  111,655  -14,883   50,421   23,844  121,016  120,616   24,580   24,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      5.9     10.3     65.0     71.0     88.9     87.1     11.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      51       50       77      123      131      223      218
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      822,092
COMMITMENTS
  67,766   72,899   11,381  594,634  615,490  673,782  699,770  148,310  122,322

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -310,217)
     153  -10,249  -34,086 -224,870 -210,403 -258,803 -254,738  -51,415  -55,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      8.9      1.4     72.3     74.9     82.0     85.1     18.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
      85      112       39      199      209      312      333
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      300,643
COMMITMENTS
  23,095   25,856    1,036  209,845  193,334  233,976  220,226   66,667   80,417

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -146,379)
    -705   -9,982   -9,438  -96,454 -110,340 -106,597 -129,760  -39,782  -16,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      8.6      0.3     69.8     64.3     77.8     73.3     22.2     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      14       19        7       58       58       76       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,607,245
COMMITMENTS
 254,185  266,045   20,896  1923947  2110781  2199028  2397722  408,217  209,523

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -819,191)
 -61,030  -66,656  -57,918 -642,080 -500,317 -761,028 -624,891  -58,163 -194,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     10.2      0.8     73.8     81.0     84.3     92.0     15.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
      81      101       32      167      190      269      302
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,149
COMMITMENTS
  10,145    7,817      967   68,115   78,067   79,227   86,851   10,922    3,298

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -16,665)
  -2,468     -288      574  -14,077  -14,174  -15,971  -13,888     -694   -2,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      8.7      1.1     75.6     86.6     87.9     96.3     12.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       9        2        1       44       38       53       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,845
COMMITMENTS
  13,228   10,903      396   40,019   43,034   53,643   54,333    4,202    3,512

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -63,982)
   2,217   -2,362   -6,277  -43,664  -42,534  -47,725  -51,174  -16,257  -12,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     18.8      0.7     69.2     74.4     92.7     93.9      7.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      63       32        9       56       74      121      113
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      289,227
COMMITMENTS
  66,142   54,515    1,981  200,094  215,170  268,217  271,666   21,010   17,561

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -169,268)
   2,184  -28,956   -1,428 -110,214 -136,901 -109,458 -167,285  -59,810   -1,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     18.8      0.7     69.2     74.4     92.7     93.9      7.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      63       32        9       56       74      121      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       60,340
COMMITMENTS
  29,809   18,003       81   11,625   27,219   41,515   45,303   18,825   15,037

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      2,687)
   2,080    2,680   -1,495      647    3,204    1,232    4,389    1,455   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     29.8      0.1     19.3     45.1     68.8     75.1     31.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       15        3       12       17       30       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,840
COMMITMENTS
  10,214    4,887        8   10,829    8,896   21,051   13,791    9,789   17,049

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        268)
    -265      305        8     -785    1,182   -1,042    1,495    1,310   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     15.8      0.0     35.1     28.8     68.3     44.7     31.7     55.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        9        1       11        7       24       17
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       38,044
COMMITMENTS
   6,311    4,048      159   23,554   21,091   30,024   25,298    8,020   12,746

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      4,711)
     888      182       62    2,389    2,590    3,339    2,834    1,372    1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     10.6      0.4     61.9     55.4     78.9     66.5     21.1     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        8        2       15       19       24       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,428
COMMITMENTS
   6,319        0      300   23,929   31,925   30,548   32,225    3,880    2,203

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -5,115)
    -881     -269        0   -2,530   -3,056   -3,411   -3,325   -1,704   -1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      0.0      0.9     69.5     92.7     88.7     93.6     11.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        0        1       17       21       24       22
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       25,016
COMMITMENTS
   5,800      235        0   12,869   23,031   18,669   23,266    6,347    1,750

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -3,955)
     513        0      -89   -1,245     -591     -821     -680   -3,134   -3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      0.9      0.0     51.4     92.1     74.6     93.0     25.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        1        0       13       14       23       15
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,422
COMMITMENTS
   2,966    5,307        0   10,029   10,325   12,995   15,632    3,427      790

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -3,343)
    -836   -2,134     -737   -1,346       46   -2,919   -2,825     -424     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     32.3      0.0     61.1     62.9     79.1     95.2     20.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        6        0        6        2       14        8
 

Updated June 25, 2010